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View Outliers PnL Drill-Down: VRNS240920P00050000

View in yFinance: VRNS

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Initial Position

record_date	ticker	symbol	strike	volume	open_interest	implied_volatility	bs_sigma	bs_call	bs_put	spec_perc_move	bs_iv_call	bs_iv_put	last_option_price	last_underlying_price	exp_date	side	bias	prev_day_volatility	volatility	percent_move
2024-07-30	VRNS	VRNS240920P00050000	50.00	7.0	95.000	0.362	0.203	6.1	0.1	-0.010	6.570	0.580	0.95	55.72	2024-09-20	PUT	Long	0.153	0.205	0.146

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis

record_date	ticker	volatility_ratio	minimum_volatility	maximum_volatility	average_volatility	current_volatility	against_prev_volatility	curr_price	net_profitability	dividend_yield	time_period_low	time_period_high	interval	time_period	avg_price_prev
2024-12-17	VRNS	0.818	0.048	0.168	0.094	0.048	-0.099	47.20	-0.202	0.0000	41.50	59.98	21	1y	54.20

Position Tracking

symbol	ticker	side	bias	strike	exit_reason	option_pnl_str	option_perc	underlying_pnl_str	underlying_perc	iv_diff	option_purchase_price	option_curr_price	underlying_original_price	underlying_curr_price	option_pnl	dollar_pnl	position_entry	days_in_position	volume	open_interest	underlying_pnl	record_date
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.97	-0.99	$-3.51	-0.07	0.96	1.98	0.01	51.58	55.09	-1.97	$-197.00	198.00	44	1.0	132.000	-3.51	2024-09-19
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.88	-0.95	$-1.97	-0.04	0.26	1.98	0.10	51.58	53.55	-1.88	$-188.00	198.00	43	1.0	132.000	-1.97	2024-09-18
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.88	-0.95	$-2.15	-0.04	0.12	1.98	0.10	51.58	53.73	-1.88	$-188.00	198.00	42	1.0	132.000	-2.15	2024-09-17
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.88	-0.95	$-2.32	-0.04	0.14	1.98	0.10	51.58	53.90	-1.88	$-188.00	198.00	41	1.0	132.000	-2.32	2024-09-16
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.88	-0.95	$-2.17	-0.04	0.06	1.98	0.10	51.58	53.75	-1.88	$-188.00	198.00	39	1.0	132.000	-2.17	2024-09-14
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.88	-0.95	$-2.17	-0.04	0.18	1.98	0.10	51.58	53.75	-1.88	$-188.00	198.00	38	1.0	132.000	-2.17	2024-09-13
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.18	-0.60	$-1.31	-0.03	-0.04	1.98	0.80	51.58	52.89	-1.18	$-118.00	198.00	37	4.0	132.000	-1.31	2024-09-12
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.18	-0.60	$0.33	0.01	-0.09	1.98	0.80	51.58	51.25	-1.18	$-118.00	198.00	36	4.0	132.000	0.33	2024-09-11
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.18	-0.60	$0.15	0.00	-0.03	1.98	0.80	51.58	51.43	-1.18	$-118.00	198.00	35	4.0	132.000	0.15	2024-09-10
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.18	-0.60	$0.79	0.02	-0.07	1.98	0.80	51.58	50.79	-1.18	$-118.00	198.00	34	4.0	131.000	0.79	2024-09-09
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-0.98	-0.49	$0.46	0.01	0.09	1.98	1.00	51.58	51.12	-0.98	$-98.00	198.00	33	2.0	132.000	0.46	2024-09-08
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-0.98	-0.49	$0.46	0.01	-0.01	1.98	1.00	51.58	51.12	-0.98	$-98.00	198.00	31	2.0	132.000	0.46	2024-09-06
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.63	-0.82	$-0.60	-0.01	-0.01	1.98	0.35	51.58	52.18	-1.63	$-163.00	198.00	30	1.0	132.000	-0.60	2024-09-05
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.63	-0.82	$-3.47	-0.07	0.01	1.98	0.35	51.58	55.05	-1.63	$-163.00	198.00	29	1.0	131.000	-3.47	2024-09-04
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.75	-0.88	$-5.02	-0.10	0.03	1.98	0.23	51.58	56.60	-1.75	$-175.00	198.00	25	1.0	132.000	-5.02	2024-08-31
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.75	-0.88	$-5.02	-0.10	0.01	1.98	0.23	51.58	56.60	-1.75	$-175.00	198.00	24	1.0	132.000	-5.02	2024-08-30
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.71	-0.86	$-4.49	-0.09	-0.01	1.98	0.27	51.58	56.07	-1.71	$-171.00	198.00	23	1.0	132.000	-4.49	2024-08-29
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.71	-0.86	$-5.03	-0.10	0.15	1.98	0.27	51.58	56.61	-1.71	$-171.00	198.00	22	1.0	132.000	-5.03	2024-08-28
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.83	-0.92	$-5.67	-0.11	-0.30	1.98	0.15	51.58	57.25	-1.83	$-183.00	198.00	21	1.0	131.000	-5.67	2024-08-27
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.83	-0.92	$-5.96	-0.12	-0.03	1.98	0.15	51.58	57.54	-1.83	$-183.00	198.00	20	1.0	132.000	-5.96	2024-08-26
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.68	-0.85	$-5.69	-0.11	-0.03	1.98	0.30	51.58	57.27	-1.68	$-168.00	198.00	19	1.0	131.000	-5.69	2024-08-25
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.68	-0.85	$-5.69	-0.11	-0.03	1.98	0.30	51.58	57.27	-1.68	$-168.00	198.00	18	1.0	131.000	-5.69	2024-08-24
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.68	-0.85	$-5.69	-0.11	-0.04	1.98	0.30	51.58	57.27	-1.68	$-168.00	198.00	17	1.0	131.000	-5.69	2024-08-23
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.68	-0.85	$-4.68	-0.09	-0.04	1.98	0.30	51.58	56.26	-1.68	$-168.00	198.00	16	2.0	131.000	-4.68	2024-08-22
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.68	-0.85	$-5.48	-0.11	-0.04	1.98	0.30	51.58	57.06	-1.68	$-168.00	198.00	15	2.0	131.000	-5.48	2024-08-21
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.58	-0.80	$-4.89	-0.09	-0.06	1.98	0.40	51.58	56.47	-1.58	$-158.00	198.00	14	12.0	132.000	-4.89	2024-08-20
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.48	-0.75	$-4.40	-0.09	0.21	1.98	0.50	51.58	55.98	-1.48	$-148.00	198.00	13	10.0	132.000	-4.40	2024-08-19
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.48	-0.75	$-3.64	-0.07	-0.03	1.98	0.50	51.58	55.22	-1.48	$-148.00	198.00	12	10.0	122.000	-3.64	2024-08-18
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.48	-0.75	$-3.64	-0.07	-0.03	1.98	0.50	51.58	55.22	-1.48	$-148.00	198.00	11	10.0	122.000	-3.64	2024-08-17
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.48	-0.75	$-3.64	-0.07	0.16	1.98	0.50	51.58	55.22	-1.48	$-148.00	198.00	10	10.0	122.000	-3.64	2024-08-16
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.38	-0.70	$-3.64	-0.07	0.20	1.98	0.60	51.58	55.22	-1.38	$-138.00	198.00	9	28.0	100.000	-3.64	2024-08-15
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.12	-0.57	$-3.64	-0.07	0.19	1.98	0.86	51.58	55.22	-1.12	$-112.00	198.00	8	4.0	100.000	-3.64	2024-08-14
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.12	-0.57	$-3.25	-0.06	0.18	1.98	0.86	51.58	54.83	-1.12	$-112.00	198.00	7	4.0	100.000	-3.25	2024-08-13
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-1.08	-0.55	$-2.86	-0.06	-0.04	1.98	0.90	51.58	54.44	-1.08	$-108.00	198.00	6	43.0	100.000	-2.86	2024-08-12
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-0.94	-0.47	$-3.19	-0.06	-0.01	1.98	1.04	51.58	54.77	-0.94	$-94.00	198.00	3	3.0	97.000	-3.19	2024-08-09
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$-0.48	-0.24	$-2.17	-0.04	-0.03	1.98	1.50	51.58	53.75	-0.48	$-48.00	198.00	2	19.0	97.000	-2.17	2024-08-08
VRNS240920P00050000	VRNS	PUT	Long	50.00	Exit OP PnL: $-0.55;Exit EQ PnL: -1.24; Position is Long and position continued to lose. Latest OP price is: $1.43 (EQ: $52.82). Initial OP price was: $1.98 (EQ: $51.58). Surpassed Stop Loss Percentage: -0.2777777777777777777777777778 < -0.16.	$-0.48	-0.24	$0.49	0.01	-0.03	1.98	1.50	51.58	51.09	-0.48	$-48.00	198.00	1	19.0	114.000	0.49	2024-08-07
VRNS240920P00050000	VRNS	PUT	Long	50.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.98	1.98	51.58	51.58	0.00	$0.00	198.00	0	2.0	112.000	-0.00	2024-08-06

record_date vs. iv_diff

record_date vs. option_curr_price

record_date vs. option_pnl

record_date vs. underlying_curr_price

record_date vs. underlying_pnl